When bodyguard Lee Young Kuk first saw his boss bodyboarding in a private indoor swimming pool, he knew not to show his reaction. But it was a scene he could hardly forget: Kim Jong Il, North Korea's leader, in a bathing cap, splashing around in a seven-story pleasure palace equipped with a bar, a karaoke machine, a mini movie theater  everything a Dear Leader could want. The ground floor had an enormous swimming pool with a wave machine. Kim liked to get on a bodyboard fitted with a small motor and tool around in the artificial waves. A pretty nurse...